-13.1%
ODFL vs XYL
+16.4%
-29.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.0% |
| 7D | -3.0% | +0.8% | -3.9% | -3.6% |
| 30D | -14.3% | -10.8% | -3.4% | -7.5% |
| 3M | -26.7% | -2.5% | -24.2% | -25.9% |
| 6M | -7.5% | -12.2% | +4.7% | +0.4% |
| YTD | +16.5% | -20.1% | +36.6% | +34.5% |
| 1Y | +23.5% | -20.6% | +44.2% | +43.2% |
| All | -13.1% | +16.4% | -29.5% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling